Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-07 0.482005 0.538874 0.603163 0.681956 0.776943 0.889113 1.033679
2025-09-14 0.406603 0.475161 0.558148 0.668091 0.813275 1.003653 1.281799
2025-09-21 0.359958 0.434318 0.528979 0.662125 0.851385 1.122849 1.568066
2025-09-28 0.322327 0.398200 0.498505 0.646289 0.869193 1.214120 1.842120
2025-10-05 0.308870 0.391197 0.504529 0.680269 0.963959 1.444864 2.446760
2025-10-12 0.303646 0.394125 0.523812 0.735805 1.103900 1.796000 3.500474
2025-10-19 0.282626 0.372134 0.503534 0.725311 1.128434 1.940027 4.193804
2025-10-26 0.267513 0.357163 0.491885 0.726645 1.173860 2.142337 5.229989
2025-11-02 0.248953 0.335420 0.467379 0.702297 1.164436 2.218456 5.951947
2025-11-09 0.229335 0.310688 0.436008 0.662050 1.115702 2.185067 6.249797
2025-11-16 0.218145 0.298146 0.423256 0.653792 1.132032 2.324326 7.469320
2025-11-23 0.214888 0.297625 0.430017 0.682151 1.233311 2.740542 10.944443
2025-11-30 0.205264 0.286931 0.419725 0.678631 1.266647 2.992520 14.481517
2025-12-07 0.195288 0.275040 0.406430 0.667616 1.280259 3.193375 18.716274
2025-12-14 0.187197 0.265702 0.396815 0.662843 1.308859 3.470662 26.021175
2025-12-21 0.178255 0.254425 0.382896 0.647480 1.306718 3.633012 33.891015
2025-12-28 0.177026 0.255876 0.391880 0.681787 1.449400 4.541402 86.479420
2026-01-04 0.178339 0.261666 0.409312 0.737624 1.677141 6.230740 894.170502
2026-01-11 0.171468 0.252884 0.398495 0.727140 1.694511 6.734728 10402.039201
2026-01-18 0.166455 0.247077 0.392962 0.728501 1.752774 7.638801 NaN
2026-01-25 0.158962 0.236526 0.377499 0.704071 1.715055 7.757408 NaN
2026-02-01 0.150175 0.223352 0.356241 0.663678 1.612940 7.244634 NaN
2026-02-08 0.145351 0.217053 0.348231 0.655393 1.626687 7.797813 NaN